Alternative loss function in evaluation of algorithmic investing strategies based on transformer models

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Authors: Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk
Cited by: 3
References: 13

Fields of Study & Subjects

Financial Distress and Bankruptcy Prediction Stock Market Forecasting Methods Energy Load and Power Forecasting

Publication details

Journal / source
Pattern Recognition Letters
Publisher
Elsevier BV
Volume
203
Pages
170–176
Publication date
13 March 2026
Language
EN